LIBROS DEL AUTOR: qiji jim zhu

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  • Convex Duality and Financial Mathematics
    Peter Carr / Qiji Jim Zhu
    This book provides a  concise introduction to convex duality in financial mathematics. Convex duality plays an essential role in dealing with financial problems and involves maximizing concave utility functions and minimizing convex risk measures. Recently, convex and generalized convex dualities have shown to be crucial in the process of the dynamic hedging of contingent claim...
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    86,67 €